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13,116,284 Total downloads
Showing Papers 961 - 1,010 of 36,967
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Weighting Methods for Financial Stress Indices - Comparison and Implications for Risk Management
Journal of Financial Management and Analysis, Volume 25, No. 2, July-December, 2012
Dieter Gramlich
,
Timothy Bianco
and
Mikhail V. Oet
Baden-Württemberg Cooperative State University
,
Federal Reserve Banks - Federal Reserve Bank of Cleveland
and
Federal Reserve Banks - Federal Reserve Bank of Cleveland
Date Posted: March 20, 2013
Accepted Paper Series
The Theory of Internet Finance
Volume 8, Number 2, March-April 2013, China Economist
Xie Ping
and
Zou Chuanwei
China Investment Corporation (CIC)
and
China Investment Corporation (CIC)
Date Posted: March 20, 2013
Accepted Paper Series
35 downloads
Moore's Law vs. Murphy's Law: Algorithmic Trading and Its Discontents
Andrei A. Kirilenko and
Andrew W. Lo
MIT Sloan School of Management
and
Massachusetts Institute of Technology (MIT) - Sloan School of Management
Date Posted: March 20, 2013
Last Revised: April 10, 2013
Working Paper Series
625 downloads
Joint Effect of Culture and Mandatory IFRS Adoption on Earning Quality - A Test of the Secrecy Hypothesis
Nurul Houqe ,
Reza Monem and
Mohammad Tareq
Victoria University of Wellington - Victoria Business School
,
Griffith University - Griffith Business School
and
RMIT University
Date Posted: March 20, 2013
Last Revised: April 17, 2013
Working Paper Series
57 downloads
Dynamic Correlation Analysis of Asian Stock Markets
International Advances in Economic Research, Vol. 18, No. 2, 2012
Jae-Kwang Hwang
Virginia State University - Department of Economics & Finance
Date Posted: March 20, 2013
Accepted Paper Series
The Role of Institutional Investors in Propagating the Crisis of 2007-2008
Journal of Financial Economics (JFE), Vol. 104, No. 3, 2012
Alberto Manconi ,
Massimo Massa and
Ayako Yasuda
Tilburg University
,
INSEAD - Finance
and
University of California, Davis - Graduate School of Management
Date Posted: March 20, 2013
Accepted Paper Series
18 downloads
Labor Market Dysfunction During the Great Recession
Cato Papers on Public Policy Vol. 1, 2011
Kyle F. Herkenhoff
and
Lee E. Ohanian
University of California, Los Angeles (UCLA)
and
University of California, Los Angeles (UCLA) - Department of Economics
Date Posted: March 20, 2013
Accepted Paper Series
3 downloads
What Determines Stock Market Behavior in Russia and Other Emerging Countries?
BOFIT Discussion Paper No. 4/2013
Iikka Korhonen
and
Anatoly Peresetsky
Bank of Finland - Institute for Economies in Transition (BOFIT)
and
National Research University Higher School of Economics
Date Posted: March 20, 2013
Last Revised: May 20, 2013
Working Paper Series
14 downloads
The Relationships between Real Estate Price and Expected Financial Asset Risk and Return: Theory and Empirical Evidence
Journal of Real Estate Finance and Economics, Vol. 46, No. 4, 2013
Gang-Zhi Fan
,
Zsuzsa R. Huszar and
Weina Zhang
Konkuk University - Department of Real Estate
,
National University of Singapore
and
National University of Singapore (NUS) - Department of Finance
Date Posted: March 20, 2013
Accepted Paper Series
Convergence to EMU Through the Test of the Public Finance – Romania’s Budgetary Deficit and Public Debt
Proceedings of 7th International Conference «Economic Integration, Competition and Cooperation», 2-3 April, 2009, Opatija, University of Rijeka – Faculty of Economics, CD with Full papers
,
Monica Susanu
University Dunarea De Jos Galati - Economics
Date Posted: March 19, 2013
Last Revised: May 22, 2013
Working Paper Series
5 downloads
Toward the European Federation? Reform Processes in the Financial Stability System of the European Union, Especially to the Early Concept of European Bankunion
US-China Law Review, Vol. 10:46, 2013
János Kálmán
Széchenyi István University - Faculty of Law and Political Sciences
Date Posted: March 19, 2013
Accepted Paper Series
6 downloads
Behavioral Decision-Making in Finance: An Overview and Assessment of Selected Research
Revista Española de Financiación y Contabilidad (Spanish Journal of Finance and Accounting), Vol. 42, 157, 99-118, January-March 2013,
Werner F.M. DeBondt
,
Rosa Mayoral
and
Teyo Vallelado
DePaul University - Driehaus Center for Behavioral Finance
,
University of Valladolid
and
University of Valladolid
Date Posted: March 19, 2013
Last Revised: April 11, 2013
Accepted Paper Series
45 downloads
The Small-Maturity Heston Forward Smile
Antoine Jacquier
and
Patrick Roome
Imperial College London - Department of Mathematics
and
Imperial College London - Department of Mathematics
Date Posted: March 19, 2013
Last Revised: April 16, 2013
Working Paper Series
19 downloads
Fully Liquidity Adjusted CVA
Christian Kamtchueng
Barclays Capital
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Working Paper Series
35 downloads
Tracing Tails – Large Idiosyncratic Income Shocks in a Heterogeneous Agent Asset Pricing Model
Tobias Langen
University of Tübingen
Date Posted: March 19, 2013
Last Revised: April 14, 2013
Working Paper Series
19 downloads
Firm Level Governance and Institutional Determinants of Liquidity: Evidence from Sub Saharan Africa
International Review of Financial Analysis, 2013
Bruce Allen Hearn and
Jenifer Piesse
University of Sussex
and
Bournemouth University
Date Posted: March 19, 2013
Accepted Paper Series
5 downloads
Corporate Bond Risk Premia
Christian Speck
University of Mannheim
Date Posted: March 19, 2013
Working Paper Series
57 downloads
Kosher: Private Regulation in the Age of Industrial Food
Harvard University Press (2013)
Timothy D. Lytton
Albany Law School
Date Posted: March 19, 2013
Last Revised: March 22, 2013
Accepted Paper Series
Better the Devil You Know: The Role of Political Uncertainty in Determining Financial Market Uncertainty
Lee A. Smales
Curtin University of Technology - School of Economics and Finance
Date Posted: March 19, 2013
Working Paper Series
9 downloads
Credit Cycle Dependent Spread Determinants in Emerging Sovereign Debt Markets
Emerging Markets Review, Forthcoming
Christoph Riedel
,
Kannan S. Thuraisamy
and
Niklas Wagner
University of Passau
,
Deakin University - Faculty of Business and Law
and
Passau University
Date Posted: March 19, 2013
Working Paper Series
23 downloads
Adopting a Label: Heterogeneity in the Economic Consequences Around IAS/IFRS Adoptions
Journal of Accounting Research, Vol. 51, No. 3, pp. 495-547, 2013
Holger Daske
,
Luzi Hail ,
Christian Leuz and
Rodrigo S. Verdi
University of Mannheim
,
University of Pennsylvania - The Wharton School
,
University of Chicago - Booth School of Business
and
Massachusetts Institute of Technology (MIT)
Date Posted: March 19, 2013
Last Revised: April 21, 2013
Accepted Paper Series
Identification and Inference Using Event Studies
CEPR Discussion Paper No. DP9388
Refet S. Gurkaynak and
Jonathan H. Wright
Bilkent University - Department of Economics
and
Board of Governors of the Federal Reserve System - Trade and Financial Studies Section
Date Posted: March 19, 2013
Working Paper Series
3 downloads
Indexing and Stock Price Efficiency
Nan Qin
and
Vijay Singal
Virginia Polytechnic Institute & State University
and
Virginia Tech
Date Posted: March 19, 2013
Working Paper Series
225 downloads
A Discussion of 'What Do Management Earnings Forecasts Convey about the Macroeconomy?'
Forthcoming in Journal of Accounting Research
Maria Ogneva
University of Southern California - Marshall School of Business
Date Posted: March 18, 2013
Accepted Paper Series
Modeling Corporate Exposure at Default
Irina Barakova
and
Harini Parthasarathy
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
and
Government of the United States of America - Office of the Comptroller of the Currency (OCC)
Date Posted: March 18, 2013
Working Paper Series
24 downloads
Experimental Research on Asset Pricing
CentER Discussion Paper Series No. 2013-020
Charles N. Noussair and
Steven James Tucker
Tilburg University
and
University of Waikato Management School - Economics
Date Posted: March 18, 2013
Working Paper Series
38 downloads
Characteristics of Persistence in Mutual Fund Performance
Jason P. Berkowitz ,
Patrick J. Schorno
and
Dmitry Shapiro
St. John's University - Department of Economics and Finance
,
University of North Carolina (UNC) at Charlotte
and
University of North Carolina at Charlotte - The Belk College of Business Administration - Department of Economics
Date Posted: March 18, 2013
Working Paper Series
34 downloads
The Financial Crises Magnitude: An Approach Based on the Earthquake Richter Scale
Bogdan Negrea
Bucharest University of Economic Studies
Date Posted: March 18, 2013
Working Paper Series
58 downloads
A Joint Non-Parametric Approach to the Decomposition of Bond Yields and CDS Spreads: Application of Eurozone Market Data
Higher School of Economics Research Paper No. WP BPR 13/FE/2012
Victor Lapshin
and
Marat Kurbangaleev
National Research University Higher School of Economics
and
National Research University Higher School of Economics
Date Posted: March 18, 2013
Working Paper Series
11 downloads
Media and Google: The Impact of Information Supply and Demand on Stock Returns
Yanbo Wang
INSEAD
Date Posted: March 18, 2013
Last Revised: April 20, 2013
Working Paper Series
351 downloads
¿Se ha diversificado el Sistema de Capitalización Individual en América Latina? Un análisis de entropía como medida de diversificación bajo un enfoque de Raíces Unitarias de Panel de Datos (It Has Been Diversified Individual Capitalization System in Latin America? An Analysis of Entropy as a Measure of Diversification with a Focus on Panel Data Unit Roots Test)
Roberto Alejandro Ramirez Silva
Instituto Politécnico Nacional
Date Posted: March 17, 2013
Working Paper Series
9 downloads
Optimal Carry and Momentum Returns in Futures Markets: A Compensation for Capital Constrained Hedge Funds?
Jan Danilo Ahmerkamp
and
James Grant
Imperial College London
and
Imperial College London
Date Posted: March 17, 2013
Last Revised: May 01, 2013
Working Paper Series
23 downloads
Beta of Viet Nam Listed Hotel, Tourism and Entertainment Company Groups During and After the Financial Crisis 2007-2011
Dinh Tran Ngoc Huy
International University of Japan - GSIM
Date Posted: March 17, 2013
Working Paper Series
7 downloads
What Does the Volatility Risk Premium Say About Liquidity Provision and Demand for Hedging Tail Risk?
Jianqing Fan
,
Michael B. Imerman
and
Wei Dai
Princeton University - Bendheim Center for Finance
,
Lehigh University
and
Princeton University - Department of Operations Research & Financial Engineering (ORFE)
Date Posted: March 17, 2013
Last Revised: April 10, 2013
Working Paper Series
96 downloads
The Effects of the European Regulation 1606/2002 on Market Efficiency: Early Empirical Evidence and Some Suggestions for Future Research and Policy-Making Discussion
Forthcoming in The European Union Review, Department of Economics and Statistics, University of Torino, Working Paper No. 10/2013
Vera Palea
University of Turin
Date Posted: March 17, 2013
Last Revised: June 07, 2013
Accepted Paper Series
13 downloads
On the Fortunes of Stock Exchanges and Their Reversals: Evidence from Foreign Listings
Journal of Financial Intermediation, Forthcoming
Nuno Goncalves Gracias Fernandes
and
Mariassunta Giannetti
IMD International
and
Stockholm School of Economics
Date Posted: March 17, 2013
Accepted Paper Series
Green Funds & Green Investing: A New Route to Green India
Gudimetla V. Satya Sekhar
Gandhi Institute of Technology and Management (GITAM)
Date Posted: March 17, 2013
Working Paper Series
9 downloads
House Prices, Expectations, and Time-Varying Fundamentals
Federal Reserve Bank of San Francisco Working Paper Series, Working Paper 2013-03
Paolo Gelain
and
Kevin J. Lansing
Norges Bank
and
Federal Reserve Bank of San Francisco
Date Posted: March 16, 2013
Working Paper Series
17 downloads
Macroeconomic Risks and Cash Holdings in the Cross-Section of Stock Returns
F.Y. Eric C. Lam ,
Tai Ma and
K. C. John Wei
Hong Kong Baptist University (HKBU) - Department of Finance and Decision Sciences
,
National Sun Yat-Sen University
and
Hong Kong University of Science & Technology (HKUST) - Department of Finance
Date Posted: March 16, 2013
Working Paper Series
27 downloads
Evaluation of Upgrading Corporate Equipment as an Asian Real Option
International Journal of Business and Social Science, 2013
Yuriy Vasilievich Trifonov
,
Sergey Nikolaevitch Yashin and
Egor Viktorovich Koshelev
Lobachevsky State University of Nizhni Novgorod
,
Nizhni Novgorod State University
and
Lobachevsky State University of Nizhni Novgorod
Date Posted: March 16, 2013
Accepted Paper Series
15 downloads
The Real Effects of Opacity: Evidence from Tax Avoidance
Columbia Business School Research Paper No. 13-16
Jon N. Kerr
Columbia University - Columbia Business School
Date Posted: March 16, 2013
Working Paper Series
115 downloads
The Impact of Idiosyncratic Risk on Mutual Fund Fees
Lorenzo Casavecchia
and
Hardy Hulley
University of Technology, Sydney - School of Finance and Economics
and
University of Technology, Sydney (UTS) - Finance Discipline Group
Date Posted: March 16, 2013
Working Paper Series
80 downloads
Term Structure Dynamics with Macro Factors Using High Frequency Data
Hwagyun Kim
and
Hail Park
Texas A&M University - Mays Business School
and
Bank of Korea
Date Posted: March 16, 2013
Working Paper Series
24 downloads
Limited Attention and Asset Price Efficiency: Evidence from NYSE Opening and Closing Ceremonies
Steve Crawford
and
Shastri Sandy
Rice University
and
University of Missouri at Columbia
Date Posted: March 16, 2013
Last Revised: April 16, 2013
Working Paper Series
50 downloads
Would Stricter Capital Requirements Raise the Cost of Capital? Bank Capital Regulation and the Low Risk Anomaly
Malcolm P. Baker and
Jeffrey Wurgler
Harvard Business School
and
NYU Stern School of Business
Date Posted: March 16, 2013
Working Paper Series
115 downloads
Asymmetric Trading by Insiders – Comparing Abnormal Returns and Earnings Prediction in Spain and Australia
Accounting & Finance, Vol. 53, Issue 1, pp. 163-184, 2013
Igor Goncharov
,
Allan Hodgson ,
Sonia Sanabria
and
Suntharee Lhaopadchan
WHU - Otto Beisheim School of Management
,
University of Queensland - Faculty of Business, Economics and Law
,
Universidad de Alicante-Dpto. Economía Financiera
and
Kasetsart University - Faculty of Management Sciences
Date Posted: March 16, 2013
Accepted Paper Series
Can Quote Competition Reduce Preferenced Trading? A Reexamination of the SEC's 1997 Order Handling Rules
Accounting & Finance, Vol. 53, Issue 1, pp. 243-264, 2013
S. Ghon Rhee and
Ning Tang
University of Hawaii at Manoa - Shidler College of Business
and
Wilfrid Laurier University
Date Posted: March 16, 2013
Accepted Paper Series
Effects of Earnings Management on Bank Cost of Debt
Accounting & Finance, Vol. 53, Issue 1, pp. 265-300, 2013
Chung‐Hua Shen and
Yu‐Li Huang
National Taiwan University
and
Takming University of Science and Technology
Date Posted: March 16, 2013
Accepted Paper Series
Market Risk Exposure of Merger Arbitrage in Australia
Accounting & Finance, Vol. 53, Issue 1, pp. 185-215, 2013
Jason Hall ,
Matt Pinnuck and
Matthew Thorne
University of Queensland - Business School
,
University of Melbourne - Department of Accounting and Business Information Systems
and
University of Queensland - Business School
Date Posted: March 16, 2013
Accepted Paper Series
The Effect of US Holidays on the European Markets: When the Cat's Away…
Accounting & Finance, Vol. 53, Issue 1, pp. 111-136, 2013
Jorge Casado
,
Luis Muga
and
Rafael Santamaria
NordKapp
,
University of Navarra
and
University of Navarra
Date Posted: March 16, 2013
Accepted Paper Series
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